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1answer
1k views

How can I use the time-frequency uncertainty principle?

I have a signal composed of the summation of a set of sine waves of different frequencies. The amplitude of these sub-signals can change so many times a second. I have been told that, if I want to ...
3
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2answers
1k views

How do I compute “AUC” Area under the curve number, if all I have are my TPR and FPR values?

I am trying to rank my neural network, which is trained for binary classification. That is, given a set of input signals, it outputs either a 1 or a 0. I have a training set, where I have the actual ...
2
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0answers
23 views

Analysing the modes of a signal with Laplace transform

If I have a linear dynamical system (assume continuous time for the time being) I can create the transfer function, let's say: $$\frac{1}{(s+a_1)(s+a_2)}$$ and the pole-zero map (this one is for e.g. ...
3
votes
1answer
474 views

Kalman Filter Process Noise Covariance

I want to model the movement of a car on a straight 300m road in order to apply Kalman filter on some noisy discrete data and get an estimate of the position of the car. In a Kalman filter the matrix ...
0
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0answers
13 views

Unknown normalization

I am trying to do BPP imaging and have been trying to replicate the algorithm in "Photoplethysmographic imaging of high spatial resolution" however I've ran into a problem. They say they normalize ...
0
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0answers
21 views

Using 2D Parseval-Plancheler theorem to solve an equation

In the context of a digital communications problem I have to solve the following equation with respect to $\tilde{\tau}$: \begin{eqnarray*} &&Im\Big\{\Big(\int\limits_0^{T_0}r^{*}(t)g(t-\tilde{...
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0answers
15 views

Quality of a signal (cascaded)

This question extends my previous one Quality of a signal to the case of two cascaded signals. We have a signal x(t) that is transformed (T1) into v(t) that is transformed (T2) into y(t). We want to ...
1
vote
1answer
510 views

Wavelet or FFT for Transient signal analysis?

For now I use FFT to analyze the response of an electrical system to some transient signal. The transient signal is $x(t)$, which translates to $X(w)$ in the frenquency domain. On the other hand I ...
0
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2answers
2k views

Undecimated Wavelet Transform (a trous algorithm) - how to determine 'anchor'/'center' of convolution filter

i am currently implementing the 'Undecimated Wavelet Transform' with the 'a trous' algorithm. See e.g. http://www.znu.ac.ir/data/members/fazli_saeid/DIP/Paper/ISSUE2/04060954_2.pdf, section II-A. As ...
2
votes
1answer
24 views

Is it true that a rational transfer function without RHP pole must be square integratable?

I am stuck with a problem: For a rational transfer function without RHP pole, for example $$H(s)=\frac{(-z_0 + s)(-z_1+s)\cdots(-z_n+s)}{(-p_0+s)(-p_1+s)\cdots(-p_m+s)}$$ where $Re\{p_i\}<0$ and $...
4
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1answer
881 views

Plotting discrete time signals involving sumations in matlab.

Many of the examples I've encountered while looking for an answer are simple functions that do not involve summations. Suppose I have the following function; ...
0
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1answer
27 views

Quality of a signal

Let's consider a signal y(t) that is an output of a linear transformation with the addition of noise. $$y ( t ) = Ax ( t − \theta) + m ( t )$$ The hypothesis on the signals x(t), y(t) is that they ...
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0answers
10 views

Direction of arrival and distance to source

Suppose we have $3$ receivers $a,b,c$ and one wave source which are all located on the same $XY$ plane and we do not know the position of only $c$ on the plane. Assume a plane wave is transmitted $s(...
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0answers
9 views

need help with following butterworth filter unit sample response.

I have a problem for you. Can anyone help me to solve this. A system is represented by a0y(n)+a1y(n-1)+a2y(n-2)+a3y(n-3)=b0x(n)+b1x(n-1)+b2x(n-2)+b3x(n-3) B= [b0, b1 , b2 , b3 ]= [0.3151*10-3 0....
0
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0answers
23 views

FFT butterfly diagram

I got confused in the FFT butterfly diagram. Can someone please help me understand it? If I have the vector $x = (-3, -2, -1, 0, 1, 2, 3, 4)$, and I want to apply FFT to it using the Butterfly ...
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0answers
22 views

DFT of a sequence while ignoring some of its elements

I sample a signal at a certain frequency for a finite amount of time to get a sequence $$(x_n)_{n=1}^N = (x_1, x_2, ... , x_N)$$ with the intention of analyzing its power spectral density by ...
1
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1answer
476 views

Convolution: $ f (-)*g = g(-)* f$ does this mean both $f$ and $g$ have to be even functions?

Assuming $f$ and $g$ are different functions, does $ f (-)*g = g(-)* f$ mean both $f$ and $g$ have to be even functions? In fact, this is equivalent to $f\star g = g \star f$ (i.e., cross-correlation ...
0
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1answer
35 views

Has the theoretical explanation of Compressed Sensing been simplified since 2005/2006?

Is the theoretical explanation of compressed sensing given in the Candes, Romberg, and Tao papers from 2005 / 2006 still the simplest and most clear explanation available? Are these original papers ...
17
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3answers
21k views

How do I exactly project a vector onto a subspace?

I am trying to understand how - exactly - I go about projecting a vector onto a subspace. Now, I know enough about linear algebra to know about projections, dot products, spans, etc etc, so I am not ...
0
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0answers
9 views

Question about the process of inducement of “MAP, MLE, MDE, and MCE”

Question about "Maximum A Posteriori (MAP), Maximum Likelihood Estimation (MLE), Minimum Distance Estimation (MDE), Maximum Correlation Estimation (MCE)" Let the space of $\mathbf{x}_k$'s $$\...
3
votes
1answer
42 views

Get an approximate factorization for a number $n$

For a given number $n$, I am interested in the closest number that can be written as a product of a given set of prime factors. More precisely, I am interested in a solution of the following problem ...
1
vote
2answers
3k views

time derivative of discrete data in simulink

I'm implementing a program in Java that was delivered in Simulink. My expertise is limited, and I'm stuck on converting a derivative block. The simulink code applies a du/dt block to the input data. ...
3
votes
1answer
53 views

l1 regularization mathematical explanation

I somewhat understand what l1 regularization is, however, the mathematical formula and how to use it are confusing me. I'm not really sure what a regularization term is and how I could apply it to a ...
0
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0answers
13 views

psd of two signals

I have 4 signals ($w_1(t),w_2(t),u_1(t),u_2(t)$ of which I know the PSD $S_{w_1,w_1}(\omega),S_{w_2,w_2}(\omega),S_{u_1,u_1}(\omega),S_{u_2,u_2}(\omega)$ and the cross PSD $S_{w_1,w_2}(\omega),S_{w_1,...
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0answers
12 views

What different between huffman and EBCOT?

I have a question about entropy coding and Image compression. Huffman coding and EBCOT coding are entropy coding. correct or not? I knew about huffman coding but I don't know EBCOT, How it working?...
0
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0answers
9 views

Phase correlation vs. normalized cross-correlation

In 2-dimensional discrete signal analysis (specifically image processing), a definition I found for the normalized cross-correlation between two images, both of size MxN $g_1(x, y)$ and $g_2(x, y)$ is:...
0
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0answers
39 views

Delaying signals in Matlab

I'm new to MATLAB and have a question that I need help on: The problem I have is to plot the simple signals: a 1Hz Sine wave, a standard rectangle function and a standard triangle function Here is ...
0
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0answers
16 views

How can I show that any integrable Passband or Baseband signal is also a finite energy signal?

I have supposed that, as the definition of a baseband/passband signal says, the function x(t) is integrable, continuous and bounded due to the fact that it forms a Fourier Transform pair with x'(f) (...
2
votes
2answers
78 views

Using Parseval's theorem to solve an integral

The question at hand is to use Parseval's theorem to solve the following integral: $$\int_{-\infty}^{\infty} sinc^4 (kt) dt$$ I understand Parseval's theorem to be: $$E_g = \int_{-\infty}^{\infty} ...
4
votes
1answer
35 views

Equation for a sinusoidal wave with changing frequency

I would like to find a sinusoidal wave whose period or frequency change to half (or double) with every step, someting like this But I cant find the precise coefficients for the period to decrease (...
4
votes
1answer
941 views

What is a cardinal basis spline?

Wikipedia says: the normalized cardinal B-splines tend to the Gaussian function and writes them as "Bk". Meanwhile, cnx.org Signal Reconstruction says: The basis splines Bn are shown ... ...
4
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0answers
126 views

How to keep up when converting between bases?

Here is a schematized binary channel that neatly conveys a decimal number. $ \require{begingroup}\begingroup \def\T {{ \cal T }} \def \Ti {{ \T \raise5mu{ \text- \scriptsize 1 } }} \def\Bx #1{{ ~ ...
0
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1answer
31 views

why analytic signal can separate into odd and even part

According to the following video at 3:50,the man said that by the reason of Fourier series,the f(t) can divided into odd and even part. I understand the function of fourier series,but I still can't ...
0
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1answer
14 views

Negative autocorrelation values

Autocorrelation is informally defined (Wikipedia article) as "the similarity between observations as a function of the time lag between them". I create the following time series in MATLAB: ...
1
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0answers
31 views

Estimate original matrix from matrix multiplication result

Let $A$ be $m \times n$ real matrix. Let $B$ be $n \times k$ real matrix. Let $C= A \times B$ ($m \times k$ matrix). Now, the question is: given $C$ and $A$, give an estimate for $B$. Possible ...
0
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0answers
16 views

Calculation of an FIR filter in Matlab.

I have been researching FIR filter design with regard to my signal processing assignment and am having a lot of difficulty trying to understand how the frequency response and ultimately the magnitude ...
1
vote
1answer
36 views

Conceptual Question : Relationship between entropy and a technique for source coding

I want to encode the messages to a sequence of 1s and 0s (subsequently called "bits"). This is called "source coding". Shannon's source coding theory states that the entropy of a source that emits a ...
1
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0answers
32 views

Convert floating point number to short int [closed]

This is the transfer function of a FIR filter $$H(z) = -0.125 + 0.25z - 0.125z^2$$ How to convert the coefficients to short int? Is it correct if I just multiply ...
0
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0answers
30 views

What is computational complexity of a coding technique

In my previous Question Help in understanding a coding technique based on inverse mapping of a dynamical system I learnt how to apply chaotic map in coding theory in communications. Steps: (1) The ...
4
votes
1answer
1k views

Wiener filter: A good tutorial

I am interested in image analysis and am looking for an approachable tutorial to the Wiener filter. At some point I am interested in implementing such a filter but I would like to have a deeper ...
2
votes
0answers
46 views

Formula of phase correlation

If I have two 2D signals, and one is the shift of another. I can propose such schema for define offset via continious Fourier Transform: $$f_2(x,y)=f_1(x-x_0,y-y_0)$$ Then $$Ff_2(s_1,s_2)=e^{-2\pi j(...
5
votes
0answers
53 views

When is a mapping the proximity operator of some convex function?

Sorry for cross-posting from MO. It's been a few days and the question hasn't received any attention there. So, is there a characterization of mappings $p : \mathbb R^n \rightarrow \mathbb R^n$ which ...
0
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0answers
55 views

Why is the fundamental period $T_0$ of the complex exponential $e^{i\omega_0t}$, $T_0 = \frac{2 \pi}{|\omega_0|}$?

Assuming that $\omega_0 \in \mathbb{R}, t \in \mathbb{R}, T \in \mathbb{R}$. I realize that in order for $e^{i\omega_0t}$ to be perioric, it must be true that $e^{i\omega_0(t + T)} = e^{i\omega_0t}$ ...
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1answer
31 views

Fourier Transform of u(-2-t)

I'm trying to find the Fourier Transform of x(t) = u(-2-t) Here's what I've tried: Can anyone tell me what I'm doing wrong? Thanks in advance. EDIT: Forgot to mention that u(t) is the unit step ...
1
vote
1answer
35 views

Summation of $A\cos (\omega n+\phi)$ [closed]

I'm trying to evaluate the following summation: My original problem is $$\lim_{N \to \infty} \frac{1}{2N+1} \sum_{n=-N}^N \left|A \cos(\omega n+\phi)\right|^2$$ Now I'm stuck at calculating the ...
3
votes
3answers
502 views

Any good introductory book/tutorial on Fourier Transform (up to FFT) with plenty of exercises and solutions?

I wonder what could be a good book to start learning in depth all aspects of the Fourier transform up to the FFT algorithm, and beyond. I am going to dedicate quite some time on the subject, so I ...
0
votes
1answer
23 views

Simultaneous Diagonalization of A and B via $\Sigma = A^{-1}B$

I am reading the paper "A Generalized Subspace Approach for Enhancing Speech Corrupted by Colored Noise" by Yi Hu and Philipos C. Loizou. In the paper, they claim that given two matrices $R_{n}$ and $...
0
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0answers
29 views

Cross-correlation, Fourier transform and Laplace transform: measure of how much signal are alike?

I'm studying electrical engineering and use correlation, Fourier transform and Laplace transform a lot. I know how and when to use them, however, the interpretation I've seen in the lectures still ...
0
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0answers
15 views

Continuous time fourier transform existance proof explanation

The continuous time fourier transform,$$X(jw) = \int_{-\infty}^{\infty}x(t)e^{-jwt}\mathrm{d}t$$ During a lecture a few months ago in my signals and systems class, the professor showed when the CTFT ...
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0answers
750 views

How to calculate wavelet energy?

Part of my assignment about signal processing says the following: Compute the Discrete Wavelet Transform for the input signals Group the wavelet coefficients in trees growing across scales ...